+225.7%
PAAS vs BOXX
+18.4%
+207.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -0.1% | +0.3% | -0.4% | +0.2% |
| 3M | +8.2% | +1.0% | +7.2% | +8.7% |
| 6M | -13.8% | +1.9% | -15.7% | -13.2% |
| YTD | -0.6% | +2.6% | -3.3% | +1.3% |
| 1Y | +44.0% | +4.0% | +40.0% | +53.2% |
| 3Y | +246.6% | +14.6% | +232.0% | +475.9% |
| All | +225.7% | +18.4% | +207.3% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling